The car will be here in the next couple of weeks, but I guess that doesn't mean I'll have the car in my possession sadly.

Not a chance. If I already signed the papers denoting that the car was mine and it was going to be sitting on the dealer's lot for a month, I'd rent a tow truck. Sneak in at night, tow it to my house and then figure out some way to acquire keys for it. It wouldn't be stolen because it's your car afterall.